Skip to main content
V-Lab

CBOE DJIA Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:172.62% (+13.82%)
Analysis last updated: Monday, November 17, 2025 at 12:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE DJIA Volatility Index APMEM
paramt-stat
ω0.66318.26
α0.159132.05
β0.8062128.37
γ-0.2126-15.51
δ1.243025.15
Estimation Period:
Oct 6, 1997 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts